-24.1%
RKT vs WMB
+344.1%
-368.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.8% | -5.8% | -5.2% |
| 7D | -7.5% | +8.1% | -15.6% | -9.1% |
| 30D | +26.6% | -6.9% | +33.5% | +28.1% |
| 3M | -2.4% | -5.1% | +2.7% | -2.1% |
| 6M | -7.4% | -5.7% | -1.7% | -7.6% |
| YTD | -29.2% | +18.1% | -47.2% | -35.1% |
| 1Y | -23.5% | +18.4% | -41.9% | -30.0% |
| 3Y | +73.9% | +122.7% | -48.8% | +17.7% |
| 5Y | -6.6% | +202.0% | -208.7% | -42.0% |
| All | -24.1% | +344.1% | -368.2% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling